How can I delete the occurring sound "alarm" when any mistakes happen in windows FD?

Windows FD?? No idea what you meant then. These instructions should help regardless of Windows version.

Go to the control panel. Look for an icon called "Sound" or "Sound & Audio Devices". Click that. On this window you should have a sound tab (if not just look for something like what I describe below). There will be a dropdown called "Sound Scheme" and under that there are the "Program Events" and their associated sounds. Either change the sound scheme to "No sounds" to remove all sounds, or just remove the ones you don't want in the program events are. In your case, remove exlamation and possibly asterisk.

Hi,
Follow the instructions given by the other expert.
They are usually under the Control Panel; then open Sounds.
Click on the drop down arrow to see all the small "sound or speaker" icons next to things like "start up", "shut down", open programs, etc.
You can choose which you don't want sounds to, then click on them.
You can also choose what sound you want, on the same window.
Best wishes,
fredg

I also hate those awful alert sounds. When I'm listening to music and have to change my system volume, that beep can ruin my whole day. Basically LTheobalds advice worked for me, however I ran into an additional complication: I went to Control Panel->Sounds & Audio Devices->Sounds, then I found the sound called "Default Beep" (under heading "Windows"), and tried changing the associated .wav file to (None).

FAIL! This resulted in an even more hellish beeping noise, which plays at full volume regardless of what your actual volume is set to.

However, the following trick works: Create a 1 second .wav file of total silence. You can make it yourself with some sound editing program or get one here: freesound :: view sample :: Silence1.wav. Then, using the "browse" key, change the "Default Beep" to play your silent .wav file. For convenience, you may want to store the silent .wav file with the other system sounds in C:\WINDOWS\Media.

Silence is truly golden.